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Convergence Behavior of the em algorithm for the multivariate t -distribution - MaRDI portal

Convergence Behavior of the em algorithm for the multivariate t -distribution (Q4337119)

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scientific article; zbMATH DE number 1010737
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Convergence Behavior of the em algorithm for the multivariate t -distribution
scientific article; zbMATH DE number 1010737

    Statements

    Convergence Behavior of the em algorithm for the multivariate t -distribution (English)
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    19 May 1997
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    convergence rate
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    EM algorithm
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    iterative reweighting algorithm
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    multivariate \(t\)-distribution
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    robustness
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